%% PerformanceMetrics
% Computes the portfolio per...
%% Rights and disclaimer
% Author: Benjamin J. J. Voigt (bvoigt@gmail.com)
% Published: Oct 2012
% Version: 0.0.1
% License: BSD 2-Clause, free to use and copy retaining original author reference
% 
% Disclaimer: USE AT YOUR OWN RISK; NO INVESTMENT RECOMMENDATION IMPLIED;
% NOT ASSOCIATED WITH PAST, CURRENT OR FUTURE EMPLOYER OR ASSOCIATES OF THE
% AUTHOR; DO NOT USE THIS CODE TO INVEST YOUR OWN MONEY OR TO 
% ENCOURAGE OTHERS TO INVEST MONEY;
%% Syntax
% aaa
%% Arguments
% bbb
%% Examples
% ccc
%% Required toolboxes
% Financial Toolbox, Data Feed Toolbox, Statistics
% Toolbox
%% Purpose and notes
% Purpose: Estimate foreign exchange target prices
%
% Notes: --
%
% Known limitations:
% 1) --
%
function [metrics_structure] = PerformanceMetrics(symbol_cell, ...
    symbol_returns_fts, index_returns_fts, port_returns_fts)
% Global, function wide variables 
g_symbol_cell = symbol_cell;
g_symbol_current_price = symbol_current_price;
g_metrics_structure.port_alpha = 0;
g_metrics_structure.port_beta = 0;
g_metrics_structure.exp_return =0;
g_metrics_structure.exp_risk = 0;
g_metrics_structure.port_return_jarque_bera = 0;
g_metrics_structure.sharpe = 0;
g_metrics_structure.treynor = 0;
g_metrics_structure.sortino = 0;
g_metrics_structure.var95 = 0;
g_metrics_structure.var99 = 0;
g_metrics_structure.m2 = 0;
g_metrics_structure.maxdrawdown = 0;
g_metrics_structure.IR =0;
g_metrics_structure.covariance_mat = zeros(length(g_symbol_cell),length(g_symbol_cell));
g_metrics_structure.cor_mat = zeros(length(g_symbol_cell),length(g_symbol_cell));

% Local, dummy, loop or sub-section specific variables
l_symbol_target_price = zeros(length(g_symbol_cell),1);

